Market Microstructure

Rockets vs. Lakers

Spread Analysis

Best Bid
37.0¢
Best Ask
38.0¢
Spread
1.00¢
Spread %
2.67%
Midpoint
37.5¢
Liquidity
$128K

Order Flow

Total Trades
1,000
Avg Trade Size
65
Median Trade Size
9
Max Trade Size
6,283
Buy Trades
802
Sell Trades
198
Buy / Sell Ratio80.2% / 19.8%
Current: 37.5%·Volume: $61K·Back to Market →